A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
type: Item
instance of: scholarly article
title: A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution
zbMATH Open document ID: 1431.62192
DOI: 10.1155/2018/8094146
published in: Journal of Probability and Statistics
publication date: 2019-03-21T00:00:00Z
review text: Summary: A simple and efficient empirical likelihood ratio (ELR) test for normality based on moment constraints of the half-normal distribution was developed. The proposed test can also be easily modified to test for departures from half-normality and is relatively simple to implement in various statistical packages with no ordering of observations required. Using Monte Carlo simulations, our test proved to be superior to other well-known existing goodness-of-fit (GoF) tests considered under symmetric alternative distributions for small to moderate sample sizes. A real data example revealed the robustness and applicability of the proposed test as well as its superiority in power over other common existing tests studied.
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 7039888
describes a project that uses: dbEmpLikeGOF
author: Chioneso Show Marange
author: Yongsong Qin
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/8094146
OpenAlex ID: W2890853984
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description: scientific article; zbMATH DE number 7039888